-59.7%
MKTX vs GWRE
+15.1%
-74.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -0.2% | -13.2% | +13.0% | +1.9% |
| 30D | +0.7% | -18.6% | +19.3% | +3.2% |
| 3M | +40.8% | +18.9% | +21.9% | +32.8% |
| 6M | -8.0% | -11.0% | +3.0% | -9.0% |
| YTD | -8.7% | -29.9% | +21.2% | -5.5% |
| 1Y | -11.8% | -44.3% | +32.5% | -4.1% |
| 3Y | -24.0% | +51.7% | -75.7% | -41.3% |
| All | -59.7% | +15.1% | -74.8% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling